+32.2%
CVS vs KRE
+32.1%
+0.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -2.2% | -1.8% | -0.3% | -1.7% |
| 30D | -0.1% | -4.5% | +4.4% | +1.2% |
| 3M | -5.2% | +2.7% | -7.9% | -6.0% |
| 6M | +26.9% | +16.9% | +10.0% | +21.3% |
| YTD | +22.1% | +15.4% | +6.7% | +16.8% |
| 1Y | +30.8% | +16.1% | +14.7% | +24.6% |
| 3Y | +54.4% | +85.7% | -31.3% | +25.3% |
| All | +32.2% | +32.1% | +0.2% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded KRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling